The two clearinghouses’ new risk models will utilise an enhanced Value at Risk (VaR) methodology across the debt markets that they clear. LCH RepoClear and Euronext have concurrently launched Value at ...
Advanced Micro Devices, Inc. is rated Hold due to an unfavorable risk/reward profile at current valuation, despite strength ...
LCH EquityClear SA has gone live with its new Value at Risk (VaR) margin framework for cash equities. The new methodology has been applied across all unsettled cash equity positions on EquityClear SA ...
Barclays incurred five value-at-risk backtesting exceptions in the second quarter, triggering a downgrade of its regulatory VAR model for the first time since Q2 2018. The UK bank overshot its VAR ...
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